Warning: dvipng failed to generate images from lyxpreviewSZhsFp.dvi... fallback to legacy method

[Jean-Marc Lasgouttes]

Dear all,

With UserGuide, I get a lot of output concerning previews:

Warning: dvipng failed to generate images from lyxpreviewSZhsFp.dvi... 
fallback to legacy method
Warning: epstopdf failed on page 1, file lyxpreviewSZhsFp.001
Warning: epstopdf failed on page 2, file lyxpreviewSZhsFp.002
[...]
Warning: epstopdf failed on page 108, file lyxpreviewSZhsFp.108
Warning: epstopdf failed on page 109, file lyxpreviewSZhsFp.109
Warning: Now trying to obtain failed previews through pdflatex

How do I debug this? The only thin I manage to do it to run dvipng on 
lyxpreviewSZhsFp.dvi, and see that it ends with:
   dvipng: Fatal error, out of color stack space

Any idea? I understand I may be missing some program, but which one?

JMarc